Narrow search
Showing 1 - 8 of 8
Cover Image
Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
Cover Image
Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
Cover Image
Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava; Wagner, Martin - In: Oxford bulletin of economics and statistics 71 (2009) 6, pp. 851-881
Persistent link: https://www.econbiz.de/10003898995
Cover Image
The likelihood ratio test for the rank of a cointegration submatrix
Paruolo, Paolo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
Cover Image
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf; Lütkepohl, Helmut - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Cover Image
Inference of seasonal cointegration : Gaussian reduced rank estimation and tests for various types of cointegration
Ahn, Sung K.; Cho, Sinsup; Seong, B. Chan - In: Oxford bulletin of economics and statistics 66 (2004) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10002069785
Cover Image
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei; Hanck, Christoph - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Cover Image
A guide to autoregressive distributed lag models for impulse response estimations
Baek, ChaeWon; Lee, Byoungchan - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 1101-1122
Persistent link: https://www.econbiz.de/10013468543